Oct 21, 2020 · This may seem trivial but just to confirm, as the expected value is a constant, this implies that the expectation of an expectation is just itself. It would be useful to know if this …

I have been going through the definition of expected value on Wikipedia beneath all that jargon it seems that the expected value of a distribution is the average value of the distribution. Did I …

3 A clever solution to find the expected value of a geometric r.v. is those employed in this video lecture of the MITx course "Introduction to Probability: Part 1 - The Fundamentals" (by the …

Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 11 months ago Modified 10 years, 11 months ago

Feb 8, 2021 · Expectation of sample variance Ask Question Asked 4 years, 11 months ago Modified 1 year, 8 months ago

May 27, 2011 · I understand how to define conditional expectation and how to prove that it exists. Further, I think I understand what conditional expectation means intuitively. I can also prove …

Jan 25, 2018 · The expected value of a function can be found by integrating the product of the function with the probability density function (PDF). What if I want to find the expected value of …

The expectation of absolute value of random variables Ask Question Asked 12 years, 2 months ago Modified 6 years, 9 months ago

Dec 22, 2020 · I have an equation that requires taking the natural log of a random variable. When trying to figure out how to evaluate the expression, I came across this paper: Y. W. Teh, D. …

Jun 13, 2014 · I have a question about the following property, which I didn't know so far: Why does the Itō integral have zero expectation? Is this true for every integrator and integrand? Or …